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<title>Struct template weighted_tail_quantile_impl</title>
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<h2><span class="refentrytitle">Struct template weighted_tail_quantile_impl</span></h2>
<p>boost::accumulators::impl::weighted_tail_quantile_impl — Tail quantile estimation based on order statistics of weighted samples (for both left and right tails) </p>
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<h2 class="refsynopsisdiv-title">Synopsis</h2>
<div class="refsynopsisdiv"><pre class="synopsis"><span class="comment">// In header: &lt;<a class="link" href="../../accumulators/reference.html#doxygen.statistics_library_reference.statistics__fwd_8hpp" title="Header &lt;boost/accumulators/statistics_fwd.hpp&gt;">boost/accumulators/statistics_fwd.hpp</a>&gt;

</span><span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> Sample<span class="special">,</span> <span class="keyword">typename</span> Weight<span class="special">,</span> <span class="keyword">typename</span> LeftRight<span class="special">&gt;</span> 
<span class="keyword">struct</span> <a class="link" href="structboost_1_1accumulators_1_1impl_1_1weighted__tail__quantile__impl.html" title="Struct template weighted_tail_quantile_impl">weighted_tail_quantile_impl</a> <span class="special">:</span> <span class="keyword">public</span> <span class="identifier">accumulator_base</span> <span class="special">{</span>

  <span class="comment">// <a class="link" href="structboost_1_1accumulators_1_1impl_1_1weighted__tail__quantile__impl.html#id-1_3_2_6_3_59_1_1_22_51_5-bb">public member functions</a></span>
  <a class="link" href="structboost_1_1accumulators_1_1impl_1_1weighted__tail__quantile__impl.html#doxygen.statistics_library_reference.structboost_1_1accumulators_1_1impl_1_1weighted__tail__quantile__impl_1a0365f893185c9ff4da97127c019640e1"><span class="identifier">weighted_tail_quantile_impl</span></a><span class="special">(</span><span class="identifier">dont_care</span><span class="special">)</span><span class="special">;</span>
  <span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> Args<span class="special">&gt;</span> <span class="identifier">result_type</span> <a class="link" href="structboost_1_1accumulators_1_1impl_1_1weighted__tail__quantile__impl.html#doxygen.statistics_library_reference.structboost_1_1accumulators_1_1impl_1_1weighted__tail__quantile__impl_1a7a8db1eb82af9dbb1084f79f48978378"><span class="identifier">result</span></a><span class="special">(</span><span class="identifier">Args</span> <span class="keyword">const</span> <span class="special">&amp;</span><span class="special">)</span> <span class="keyword">const</span><span class="special">;</span>
<span class="special">}</span><span class="special">;</span></pre></div>
<div class="refsect1">
<a name="id-1.3.2.6.3.57.55.4"></a><h2>Description</h2>
<p>An estimator <span class="inlinemediaobject"><img src="../../images/accumulators//form_19.png"></span> of tail quantiles with level <span class="inlinemediaobject"><img src="../../images/accumulators//form_20.png"></span> based on order statistics <span class="inlinemediaobject"><img src="../../images/accumulators//form_21.png"></span> of weighted samples are given by <span class="inlinemediaobject"><img src="../../images/accumulators//form_22.png"></span> (left tail) and <span class="inlinemediaobject"><img src="../../images/accumulators//form_23.png"></span> (right tail), where \f[
    \lambda = \inf\left\{ l \left| \frac{1}{\bar{w}_n}\sum_{i=1}^{l} w_i \geq \alpha \right. \right\}
\f]
</p>
<p>and \f[
    \rho = \sup\left\{ r \left| \frac{1}{\bar{w}_n}\sum_{i=r}^{n} w_i \geq (1 - \alpha) \right. \right\},
\f]
</p>
<p><span class="inlinemediaobject"><img src="../../images/accumulators//form_3.png"></span> being the number of samples and <span class="inlinemediaobject"><img src="../../images/accumulators//form_5.png"></span> the sum of all weights.</p>
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<a name="id-1.3.2.6.3.57.55.4.6"></a><h3>
<a name="id-1_3_2_6_3_59_1_1_22_51_5-bb"></a><code class="computeroutput">weighted_tail_quantile_impl</code> public member functions</h3>
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<li class="listitem"><pre class="literallayout"><a name="doxygen.statistics_library_reference.structboost_1_1accumulators_1_1impl_1_1weighted__tail__quantile__impl_1a0365f893185c9ff4da97127c019640e1"></a><span class="identifier">weighted_tail_quantile_impl</span><span class="special">(</span><span class="identifier">dont_care</span><span class="special">)</span><span class="special">;</span></pre></li>
<li class="listitem"><pre class="literallayout"><span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> Args<span class="special">&gt;</span> <span class="identifier">result_type</span> <a name="doxygen.statistics_library_reference.structboost_1_1accumulators_1_1impl_1_1weighted__tail__quantile__impl_1a7a8db1eb82af9dbb1084f79f48978378"></a><span class="identifier">result</span><span class="special">(</span><span class="identifier">Args</span> <span class="keyword">const</span> <span class="special">&amp;</span> args<span class="special">)</span> <span class="keyword">const</span><span class="special">;</span></pre></li>
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<div class="copyright-footer">Copyright © 2005, 2006 Eric Niebler<p>
        Distributed under the Boost Software License, Version 1.0. (See accompanying
        file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
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